Closed jcfj closed 5 years ago
I needed 99% and 99.9% quantiles for an EMG and was able to get decent results with something as simple as
double x = emg.getMean() + emg.getStddev() - Math.log(1 - qt) / emg.getLambda(); for (int i = 0; i < 10; i++) x -= (emg.cdf(x) - qt) / emg.pdf(x);
I'm wondering: is that worthy of a PR, or too stupid?
I'd prefer something that has been checked for numerical reliability.
I needed 99% and 99.9% quantiles for an EMG and was able to get decent results with something as simple as
I'm wondering: is that worthy of a PR, or too stupid?